Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47634.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46239.37 Kr¶

PnL: ---------------------------------------> -649.2 Kr¶

DD now: ---------------------------------> -2.047 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:14:20.944821'

Anic Portfolio¶

This Week¶

Return: -0.588 %¶

Total¶

Return: 55.933 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 -1.120000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 -0.100000 601.800000 44.800000 8.040000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.550000 394.800000 39.800000 11.210000 355.000000
Boozt 12 0.140000 1690.800000 36.800000 2.220000 1653.999996
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
Resurs Holding 22 0.440000 606.320000 32.320000 5.630000 573.999998
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 1.160000 586.680000 16.680000 2.930000 570.000000
Swedbank A 3 1.900000 579.300000 15.300000 2.710000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -0.420000 3388.800000 11.800000 0.350000 3377.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.160000 251.760000 5.760000 2.340000 246.000000
Handelsbanken A 5 -0.140000 545.250000 -0.750000 -0.140000 546.000000
Nordea Bank Abp 29 0.190000 3450.420000 -3.580000 -0.100000 3453.999992
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.130000 519.870000 -14.130000 -2.650000 533.999999
Essity B 2 -0.960000 557.800000 -16.200000 -2.820000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -3.220000 556.500000 -38.070000 -6.400000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.600000 3602.300000 -153.700000 -4.090000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -4.110000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46236.320000 -652.250000 -2.05349% 46888.564618

Updated:¶

'2023-01-24 16:13:23.760000'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶